+58.8%
MA vs OKLO
+333.1%
-274.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.9% | -6.4% | -1.5% |
| 7D | -1.8% | +12.4% | -14.2% | -1.9% |
| 30D | +1.4% | -10.6% | +12.0% | +1.5% |
| 3M | +17.7% | -26.5% | +44.3% | +18.1% |
| 6M | +9.7% | -25.6% | +35.3% | +9.6% |
| YTD | +0.5% | -39.6% | +40.1% | +0.6% |
| 1Y | -2.1% | -38.8% | +36.7% | -2.6% |
| 3Y | +40.1% | +318.1% | -278.0% | +29.4% |
| 5Y | +67.5% | +339.7% | -272.2% | +51.6% |
| All | +58.8% | +333.1% | -274.3% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OKLO.
Daily Out/Under-Performance
Portfolio return minus OKLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKLO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded OKLO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling